RATS Programming Manual, Installment 6
Posted: Fri Apr 04, 2014 1:45 pm
This latest installment of the draft of the 2nd edition of the RATS Programming Manual adds Chapter 7 on "Nonstationary variables". This discusses unit root tests and the (many) procedures available for doing them. It also has a section which works through an example of building a REPORT with the results for a set of unit root tests for different countries.
The zip file includes all examples through Chapter 7.
The zip file includes all examples through Chapter 7.